add_outlier: Manage Outliers/Ramps in Specification

In palatej/rjd3modelling: Time Series Modelling Functions with 'JDemetra+ 3.0'

Manage Outliers/Ramps in Specification

Description

Generic function to add outliers or Ramp regressors (add_outlier() and add_ramp()) to a specification or to remove them (remove_outlier() and remove_ramp()).

Usage

add_outlier(x, type, date, name = sprintf("%s (%s)", type, date), coef = 0)

remove_outlier(x, type = NULL, date = NULL, name = NULL)

add_ramp(x, start, end, name = sprintf("rp.%s - %s", start, end), coef = 0)

remove_ramp(x, start = NULL, end = NULL, name = NULL)

Arguments

x	the specification.
type, date	type and date of the outliers. Possible type are: "AO" = additive, "LS" = level shift, "TC" = transitory change and "SO" = seasonal outlier.
name	the name of the variable (to format print).
coef	the coefficient. If equal to 0 the outliers/ramps are estimated.
start, end	dates of the ramp regressor.

palatej/rjd3modelling documentation built on Jan. 3, 2023, 10:19 p.m.